Several of the world's largest banks have scoured through emails and other electronic communications of employees in response to probes by European regulators into suspected manipulation of foreign-exchange markets, according to people familiar with the matter.

Royal Bank of Scotland Group PLC has turned over electronic communications by a former employee to Britain's Financial Conduct Authority, one person said. J.P. Morgan Chase & Co. has had discussions with the FCA and other regulators, according to another person...